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El cálculo de la prima única de riesgo mediante la medida de riesgo transformada proporcional del tanto instantáneo
by
Hernández-Solís, Da Montserrat
,
Colomer
,
Da Cristina Lozano
,
Zanón, D José Luis Vilar
Published in
Atlantic review of economics
(01.01.2013)
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economics
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coherent risk measure
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distortion function
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eu directives
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función de distorsión
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hazards transform risk
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